Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297)
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scientific article; zbMATH DE number 1906970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for moments of deficit at ruin with exponential and subexponential claims. |
scientific article; zbMATH DE number 1906970 |
Statements
Approximations for moments of deficit at ruin with exponential and subexponential claims. (English)
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7 May 2003
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Ascending ladder
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Asymptotics
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The class \(\mathcal S(\gamma)\)
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\(\phi\)-moments
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Renewal risk
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model
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Ruin probabilities
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